+445.3%
MP vs FIVE
+135.7%
+309.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | -0.5% |
| 7D | -2.9% | +4.3% | -7.1% | -4.4% |
| 30D | +13.8% | +12.5% | +1.3% | +8.7% |
| 3M | -16.7% | +31.2% | -47.9% | -24.9% |
| 6M | -11.5% | +14.4% | -25.9% | -16.9% |
| YTD | +7.9% | +33.9% | -26.0% | -4.5% |
| 1Y | -15.0% | +65.1% | -80.1% | -31.0% |
| 3Y | +153.5% | +49.0% | +104.5% | +101.1% |
| 5Y | +58.7% | +30.3% | +28.4% | +29.7% |
| All | +445.3% | +135.7% | +309.6% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling